+26.6%
PRU vs IRE
-98.0%
+124.6%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -33.9% | +30.7% | -3.2% |
| 7D | +4.8% | -57.1% | +61.9% | +4.9% |
| 30D | +7.9% | -84.4% | +92.3% | +8.4% |
| 3M | +3.1% | -85.0% | +88.0% | +3.5% |
| 6M | +25.2% | -95.2% | +120.5% | +26.3% |
| YTD | +12.7% | -93.9% | +106.7% | +13.1% |
| 1Y | +23.5% | -98.8% | +122.3% | +22.2% |
| All | +26.6% | -98.0% | +124.6% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded IRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling